Pointwise properties of martingales with values in Banach function spaces
Probability
2018-11-12 v2 Functional Analysis
Abstract
In this paper we consider local martingales with values in a UMD Banach function space. We prove that such martingales have a version which is a martingale field. Moreover, a new Burkholder--Davis--Gundy type inequality is obtained.
Keywords
Cite
@article{arxiv.1803.11063,
title = {Pointwise properties of martingales with values in Banach function spaces},
author = {Mark Veraar and Ivan Yaroslavtsev},
journal= {arXiv preprint arXiv:1803.11063},
year = {2018}
}